Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 30th October 2020
As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Wednesday, 28 October 2020 (Selection Day). The following changes to the index composition will become effective as of close of business on Friday, 30 October 2020 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FREDDIE MAC | 0.125 | 16.10.2023 |
| FREDDIE MAC | 0.375 | 23.09.2025 |
| FANNIE MAE | 0.75 | 08.10.2027 |
| CAISSE D’AMORT DETTE SOC | 1 | 21.10.2030 |
| KINGDOM OF SWEDEN | 0.125 | 14.10.2022 |
| US TREASURY N/B | 0.125 | 15.10.2023 |
| US TREASURY N/B | 0.375 | 30.09.2027 |
| US TREASURY N/B | 0.25 | 30.09.2025 |
| US TREASURY N/B | 0.125 | 30.09.2022 |
| Freddie Mac | 2.5 | 01.11.2050 |
| Fannie Mae | 2 | 01.11.2050 |
| Freddie Mac | 2 | 01.10.2050 |
| Freddie Mac | 1.5 | 01.11.2050 |
| Freddie Mac | 1.5 | 01.11.2035 |
| Freddie Mac | 2 | 01.11.2035 |
| Fannie Mae | 2 | 01.11.2040 |
| Fannie Mae | 1.5 | 01.11.2035 |
| Fannie Mae | 2 | 01.11.2035 |
| Fannie Mae | 1.5 | 01.11.2050 |
| Fannie Mae | 2 | 01.11.2050 |
| Fannie Mae | 2.5 | 01.11.2050 |
| Freddie Mac | 2 | 01.11.2050 |
| Government National Mortgage Association | 2 | 20.10.2050 |
| Government National Mortgage Association | 2.5 | 20.10.2050 |
| Freddie Mac | 1.5 | 01.11.2050 |
| Government National Mortgage Association | 3 | 20.10.2050 |
| Freddie Mac | 2 | 01.11.2050 |
| Freddie Mac | 1.5 | 01.11.2050 |
| Freddie Mac | 2 | 01.11.2050 |
| Freddie Mac | 2 | 01.11.2040 |
| Freddie Mac | 2 | 01.11.2050 |
| Freddie Mac | 1.5 | 01.11.2035 |
| Freddie Mac | 2 | 01.11.2035 |
| Freddie Mac | 2 | 01.11.2050 |
| Freddie Mac | 2.5 | 01.11.2050 |
| Freddie Mac | 2.5 | 01.10.2050 |
| Freddie Mac | 2.5 | 01.10.2050 |
| Freddie Mac | 2.5 | 01.10.2050 |
| NEW DEVELOPM BANK BRICS | 0.625 | 23.06.2023 |
| ASIAN DEVELOPMENT BANK | 0.25 | 06.10.2023 |
| COUNCIL OF EUROPE | 0.25 | 20.10.2023 |
| CENTRAL AMERICAN BANK | 2 | 06.05.2025 |
| INTL DEVELOPMENT ASSOC | 0.375 | 23.09.2025 |
| CORP ANDINA DE FOMENTO | 1.625 | 23.09.2025 |
| EUROPEAN INVESTMENT BANK | 0.625 | 21.10.2027 |
| EUROPEAN INVESTMENT BANK | 0.75 | 23.09.2030 |
| ASIAN DEVELOPMENT BANK | 0.75 | 08.10.2030 |
| AT&T INC | 4.25 | 01.03.2027 |
| ABBVIE INC | 4.45 | 14.05.2046 |
| ACTIVISION BLIZZARD | 2.5 | 15.09.2050 |
| ANHEUSER-BUSCH INBEV WOR | 4.5 | 01.06.2050 |
| APPLE INC | 1.125 | 11.05.2025 |
| BANK OF AMERICA CORP | 3.95 | 21.04.2025 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BANK OF AMERICA CORP | 2.456 | 22.10.2025 |
| BARCLAYS PLC | 3.65 | 16.03.2025 |
| BARCLAYS PLC | 3.932 | 07.05.2025 |
| BERKSHIRE HATHAWAY INC | 3.125 | 15.03.2026 |
| BRISTOL-MYERS SQUIBB CO | 3.9 | 20.02.2028 |
| BRISTOL-MYERS SQUIBB CO | 4.55 | 20.02.2048 |
| CNOOC FINANCE 2013 LTD | 3 | 09.05.2023 |
| CISCO SYSTEMS INC | 5.5 | 15.01.2040 |
| CITIGROUP INC | 3.142 | 24.01.2023 |
| CITIGROUP INC | 3.98 | 20.03.2030 |
| CITIGROUP INC | 2.666 | 29.01.2031 |
| COCA-COLA CO/THE | 2.5 | 15.03.2051 |
| COMCAST CORP | 3.999 | 01.11.2049 |
| COMCAST CORP | 4.95 | 15.10.2058 |
| CONAGRA BRANDS INC | 4.85 | 01.11.2028 |
| CREDIT SUISSE NEW YORK | 2.95 | 09.04.2025 |
| DEERE & COMPANY | 3.9 | 09.06.2042 |
| DOW CHEMICAL CO/THE | 3.6 | 15.11.2050 |
| ORANGE SA | 9 | 01.03.2031 |
| GENERAL ELECTRIC CAPITAL CORP | 6.875 | 10.01.2039 |
| GENERAL MOTORS CO | 4.875 | 02.10.2023 |
| GENERAL MOTORS FINL CO | 3.15 | 30.06.2022 |
| GOLDMAN SACHS GROUP | 4.75 | 21.10.2045 |
| GOLDMAN SACHS GROUP INC | 2.905 | 24.07.2023 |
| HCA INC | 5.25 | 15.06.2026 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| HSBC HOLDINGS PLC | 3.803 | 11.03.2025 |
| KINDER MORGAN INC/DELAWA | 5.55 | 01.06.2045 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MPLX LP | 4.5 | 15.04.2038 |
| MASTERCARD INC | 3.35 | 26.03.2030 |
| MICROSOFT CORP | 3.5 | 12.02.2035 |
| MICROSOFT CORP | 2.4 | 08.08.2026 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| MORGAN STANLEY | 3.95 | 23.04.2027 |
| PETROLEOS MEXICANOS | 6.49 | 23.01.2027 |
| PETROLEOS MEXICANOS | 6.84 | 23.01.2030 |
| SUMITOMO MITSUI FINL GRP | 3.04 | 16.07.2029 |
| UNION PACIFIC CORP | 3.25 | 05.02.2050 |
| VALE OVERSEAS LTD | 6.875 | 21.11.2036 |
| VALE OVERSEAS LIMITED | 6.25 | 10.08.2026 |
| VALE OVERSEAS LIMITED | 3.75 | 08.07.2030 |
| VISA INC | 4.15 | 14.12.2035 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FANNIE MAE | 1.375 | 07.10.2021 |
| FEDERAL HOME LOAN BANK | 3 | 12.10.2021 |
| US TREASURY N/B | 2.875 | 15.10.2021 |
| US TREASURY N/B | 2.125 | 30.09.2021 |
| US TREASURY N/B | 1.125 | 30.09.2021 |
| US TREASURY N/B | 1.5 | 30.09.2021 |
| Freddie Mac | 2 | 01.07.2050 |
| Fannie Mae | 3.5 | 01.06.2049 |
| Fannie Mae | 2.5 | 01.03.2035 |
| Freddie Mac | 3 | 01.02.2050 |
| Fannie Mae | 3.5 | 01.02.2050 |
| Fannie Mae | 3.5 | 01.01.2050 |
| Government National Mortgage Association | 4 | 20.10.2049 |
| Fannie Mae | 4 | 01.09.2049 |
| Fannie Mae | 2.5 | 01.09.2049 |
| Freddie Mac | 3.5 | 01.07.2049 |
| Freddie Mac | 4 | 01.06.2047 |
| Freddie Mac | 4 | 01.07.2047 |
| Freddie Mac | 3.5 | 01.03.2048 |
| Freddie Mac | 3 | 01.01.2043 |
| Freddie Mac | 3.5 | 01.08.2043 |
| Fannie Mae | 4 | 01.04.2048 |
| Freddie Mac | 3.5 | 01.03.2048 |
| Freddie Mac | 4 | 01.07.2047 |
| Freddie Mac | 4 | 01.06.2047 |
| Freddie Mac | 3.5 | 01.02.2047 |
| Fannie Mae | 3 | 01.07.2029 |
| Freddie Mac | 3 | 01.05.2046 |
| Freddie Mac | 3.5 | 01.09.2045 |
| Freddie Mac | 3.5 | 01.07.2045 |
| Government National Mortgage Association | 3.5 | 20.02.2045 |
| Government National Mortgage Association | 4 | 20.10.2043 |
| Freddie Mac | 3.5 | 01.08.2043 |
| Freddie Mac | 3 | 01.07.2043 |
| Freddie Mac | 3 | 01.01.2043 |
| AFRICAN DEVELOPMENT BANK | 2.376 | 23.09.2021 |
| CORP ANDINA DE FOMENTO | 2.125 | 27.09.2021 |
| EUROPEAN INVESTMENT BANK | 2.125 | 15.10.2021 |
| ABBOTT LABORATORIES | 4.75 | 30.11.2036 |
| ABBVIE INC | 3.2 | 14.05.2026 |
| ALTRIA GROUP INC | 5.8 | 14.02.2039 |
| APPLE INC | 2.45 | 04.08.2026 |
| BAT CAPITAL CORP | 2.764 | 15.08.2022 |
| BANK OF AMERICA CORP | 3.97 | 05.03.2029 |
| BARCLAYS BANK PLC | 1.7 | 12.05.2022 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CAPITAL ONE FINANCIAL CO | 3.3 | 30.10.2024 |
| CISCO SYSTEMS INC | 5.9 | 15.02.2039 |
| CISCO SYSTEMS INC | 2.5 | 20.09.2026 |
| CITIGROUP INC | 2.75 | 25.04.2022 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| CITIGROUP INC | 2.976 | 05.11.2030 |
| COCA-COLA CO/THE | 2.6 | 01.06.2050 |
| COMCAST CORP | 2.8 | 15.01.2051 |
| CREDIT SUISSE NEW YORK | 2.8 | 08.04.2022 |
| CREDIT SUISSE NEW YORK | 1 | 05.05.2023 |
| DEUTSCHE BANK NY | 3.547 | 18.09.2031 |
| EXXON MOBIL CORPORATION | 3.043 | 01.03.2026 |
| GENERAL MOTORS FINL CO | 3.45 | 10.04.2022 |
| GILEAD SCIENCES INC | 4.8 | 01.04.2044 |
| GOLDMAN SACHS GROUP INC | 3 | 26.04.2022 |
| GOLDMAN SACHS GROUP INC | 3.691 | 05.06.2028 |
| HALLIBURTON CO | 5 | 15.11.2045 |
| HOME DEPOT INC | 3.35 | 15.04.2050 |
| IBM CORP | 3.45 | 19.02.2026 |
| JPMORGAN CHASE & CO | 3.625 | 13.05.2024 |
| JPMORGAN CHASE & CO | 3.9 | 15.07.2025 |
| JPMORGAN CHASE & CO | 3.3 | 01.04.2026 |
| JPMORGAN CHASE & CO | 2.7 | 18.05.2023 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| MCDONALD’S CORP | 3.625 | 01.09.2049 |
| MICROSOFT CORP | 3.3 | 06.02.2027 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| NORTHROP GRUMMAN CORP | 2.93 | 15.01.2025 |
| NOVARTIS CAPITAL CORP | 2.2 | 14.08.2030 |
| PEPSICO INC | 3 | 15.10.2027 |
| ROYAL BANK OF CANADA | 3.7 | 05.10.2023 |
| SABINE PASS LIQUEFACTION | 5.875 | 30.06.2026 |
| SHELL INTERNATIONAL FIN | 4.125 | 11.05.2035 |
| SHERWIN-WILLIAMS CO | 3.45 | 01.06.2027 |
| SOUTHWEST AIRLINES CO | 5.125 | 15.06.2027 |
| SUNOCO LOGISTICS PARTNER | 5.4 | 01.10.2047 |
| TARGET CORP | 4 | 01.07.2042 |
| VERIZON COMMUNICATIONS | 5.012 | 15.04.2049 |
| VERIZON COMMUNICATIONS | 5.25 | 16.03.2037 |
| VIACOM INC | 5.85 | 01.09.2043 |
| WELLS FARGO & CO | 4.125 | 15.08.2023 |
| WELLS FARGO & COMPANY | 3.3 | 09.09.2024 |
| WELLS FARGO & COMPAN | 4.9 | 17.11.2045 |
For more details on the index composition and the adjustment rules applicable to an index, please refer to the respective index detail page on this website.